Weighted Essentially Non-Oscillatory (WENO) Scheme For Parabolic PDEs

Solve a non-linear parabolic equation using a 6th order WENO scheme.

A one-dimensional implementation of 6th-order WENO scheme as introduced in Liu, Yuanyuan, Chi-Wang Shu, and Mengping Zhang. "High order finite difference WENO schemes for nonlinear degenerate parabolic equations". SIAM Journal on Scientific Computing 33.2 (2011): 939-965. The present code is intended to be a guide to the implementation of the method. Therefore, the philosophy behind the present code, it is to be readable rather than efficient. M.D. (2016)